MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 20,061: 671 2,119 599 13,042 10,812 14,312 13,530: 5,749 6,531
Old : 20,061: 671 2,119 599 13,042 10,812 14,312 13,530: 5,749 6,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 426: -121 -17 151 350 109 380 243: 46 183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 10.6 3.0 65.0 53.9 71.3 67.4: 28.7 32.6
Old : 100.0: 3.3 10.6 3.0 65.0 53.9 71.3 67.4: 28.7 32.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 7 7 18 16 27 26:
Old : 35: 5 7 7 18 16 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 32.8 60.1 50.0 43.6 30.5 58.8 44.0
Old : 43.6 32.8 60.1 50.0 43.6 30.5 58.8 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 111,504: 22,732 22,453 23,106 49,657 32,556 95,495 78,115: 16,009 33,389
Old : 18,435: 8,660 7,987 100 4,875 3,283 13,635 11,370: 4,800 7,065
Other: 93,069: 18,742 19,136 18,336 44,782 29,273 81,860 66,745: 11,209 26,324
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,874: 2,433 1,392 -96 1,713 1,597 4,050 2,893: -176 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 20.1 20.7 44.5 29.2 85.6 70.1: 14.4 29.9
Old : 100.0: 47.0 43.3 0.5 26.4 17.8 74.0 61.7: 26.0 38.3
Other: 100.0: 20.1 20.6 19.7 48.1 31.5 88.0 71.7: 12.0 28.3
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 51 45 59 26 40 126 111:
Old : 100: 41 23 3 14 22 57 46:
Other: 158: 46 53 45 22 40 108 105:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 15.6 38.8 27.7 27.7 13.1 38.3 22.6
Old : 20.2 27.1 36.5 37.8 20.2 26.9 36.5 37.7
Other: 32.5 16.2 45.8 28.5 32.5 14.4 45.2 23.0
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 1,085: 584 347 7 25 46 616 400: 469 685
Old : 1,085: 584 347 7 25 46 616 400: 469 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 32.0 0.6 2.3 4.2 56.8 36.9: 43.2 63.1
Old : 100.0: 53.8 32.0 0.6 2.3 4.2 56.8 36.9: 43.2 63.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 10 8 3 1 2 13 11:
Old : 20: 10 8 3 1 2 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 22.6 49.1 34.2 36.4 22.1 49.1 33.6
Old : 36.4 22.6 49.1 34.2 36.4 22.1 49.1 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 154,724: 43,581 24,243 20,516 71,337 69,455 135,434 114,214: 19,290 40,510
Old : 154,724: 43,581 24,243 20,516 71,337 69,455 135,434 114,214: 19,290 40,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 6,043: 4,688 2,006 781 169 2,082 5,638 4,869: 405 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 15.7 13.3 46.1 44.9 87.5 73.8: 12.5 26.2
Old : 100.0: 28.2 15.7 13.3 46.1 44.9 87.5 73.8: 12.5 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 64 46 56 62 105 159 189:
Old : 242: 64 46 56 62 105 159 189:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 12.2 38.4 20.3 24.3 11.8 36.4 19.4
Old : 24.3 12.2 38.4 20.3 24.3 11.8 36.4 19.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 3,808: 1,243 1,048 132 658 885 2,033 2,065: 1,775 1,743
Old : 3,808: 1,243 1,048 132 658 885 2,033 2,065: 1,775 1,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1: 13 -469 50 15 340 78 -79: -79 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 27.5 3.5 17.3 23.2 53.4 54.2: 46.6 45.8
Old : 100.0: 32.6 27.5 3.5 17.3 23.2 53.4 54.2: 46.6 45.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 13 15 7 12 15 31 32:
Old : 50: 13 15 7 12 15 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 24.6 38.1 32.7 28.2 24.1 38.1 32.1
Old : 28.2 24.6 38.1 32.7 28.2 24.1 38.1 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 30,350: 12,217 2,985 4,677 7,896 9,814 24,790 17,476: 5,560 12,874
Old : 30,350: 12,217 2,985 4,677 7,896 9,814 24,790 17,476: 5,560 12,874
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 1,287: 36 40 147 592 996 775 1,183: 512 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 9.8 15.4 26.0 32.3 81.7 57.6: 18.3 42.4
Old : 100.0: 40.3 9.8 15.4 26.0 32.3 81.7 57.6: 18.3 42.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 45 23 26 39 48 104 85:
Old : 148: 45 23 26 39 48 104 85:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 23.4 24.5 28.2 13.3 17.5 22.0 21.2
Old : 14.0 23.4 24.5 28.2 13.3 17.5 22.0 21.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 CANADIAN DOLLARS) :
: : :
All : 110,057: 50,520 7,424 689 24,420 85,327 75,629 93,440: 34,428 16,617
Old : 110,057: 50,520 7,424 689 24,420 85,327 75,629 93,440: 34,428 16,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -38,114: 4,984 -11,609 -2,042 -38,389 -18,895 -35,447 -32,546: -2,667 -5,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 6.7 0.6 22.2 77.5 68.7 84.9: 31.3 15.1
Old : 100.0: 45.9 6.7 0.6 22.2 77.5 68.7 84.9: 31.3 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 28 15 6 18 25 49 43:
Old : 81: 28 15 6 18 25 49 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 35.6 40.2 56.8 26.9 35.3 40.2 56.5
Old : 26.9 35.6 40.2 56.8 26.9 35.3 40.2 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 SWISS FRANCS) :
: : :
All : 76,757: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,337 20,592
Old : 76,757: 6,138 49,869 0 64,282 6,296 70,420 56,165: 6,337 20,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 19,559: 3,650 16,471 0 18,692 -432 22,342 16,039: -2,783 3,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 65.0 0.0 83.7 8.2 91.7 73.2: 8.3 26.8
Old : 100.0: 8.0 65.0 0.0 83.7 8.2 91.7 73.2: 8.3 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 26 0 16 6 20 32:
Old : 49: 4 26 0 16 6 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 37.4 74.1 48.9 54.3 37.4 71.4 48.5
Old : 56.3 37.4 74.1 48.9 54.3 37.4 71.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 500,000 MEXICAN PESOS) :
: : :
All : 79,975: 40,077 7,415 53 34,851 66,808 74,981 74,276: 4,994 5,699
Old : 79,975: 40,077 7,415 53 34,851 66,808 74,981 74,276: 4,994 5,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,366: 257 2,898 -74 5,870 3,098 6,053 5,922: -687 -556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 9.3 0.1 43.6 83.5 93.8 92.9: 6.2 7.1
Old : 100.0: 50.1 9.3 0.1 43.6 83.5 93.8 92.9: 6.2 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 40 9 1 14 18 55 27:
Old : 78: 40 9 1 14 18 55 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 75.5 53.7 85.4 37.3 75.5 53.4 85.4
Old : 37.6 75.5 53.7 85.4 37.3 75.5 53.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 62,500 POUNDS STERLING) :
: : :
All : 77,440: 27,581 25,018 63 30,404 35,853 58,048 60,934: 19,392 16,506
Old : 77,440: 27,581 25,018 63 30,404 35,853 58,048 60,934: 19,392 16,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 9,655: 3,009 11,024 59 7,916 -5,315 10,984 5,768: -1,329 3,887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 32.3 0.1 39.3 46.3 75.0 78.7: 25.0 21.3
Old : 100.0: 35.6 32.3 0.1 39.3 46.3 75.0 78.7: 25.0 21.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 17 12 2 16 16 35 28:
Old : 54: 17 12 2 16 16 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 34.3 50.0 54.8 31.0 34.1 44.8 50.2
Old : 33.9 34.3 50.0 54.8 31.0 34.1 44.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 12,500,000 JAPANESE YEN) :
: : :
All : 138,571: 13,469 72,535 43 101,617 33,591 115,129 106,169: 23,442 32,402
Old : 138,571: 13,469 72,535 43 101,617 33,591 115,129 106,169: 23,442 32,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 10,721: 1,515 12,952 0 8,066 -5,868 9,581 7,084: 1,140 3,637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 52.3 0.0 73.3 24.2 83.1 76.6: 16.9 23.4
Old : 100.0: 9.7 52.3 0.0 73.3 24.2 83.1 76.6: 16.9 23.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 19 40 2 25 16 45 57:
Old : 94: 19 40 2 25 16 45 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 25.1 57.2 39.5 40.0 22.7 56.4 35.5
Old : 40.0 25.1 57.2 39.5 40.0 22.7 56.4 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 125,000 EUROS) :
: : :
All : 135,698: 32,927 34,530 1,192 64,263 56,575 98,382 92,297: 37,316 43,401
Old : 135,698: 32,927 34,530 1,192 64,263 56,575 98,382 92,297: 37,316 43,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 17,032: 3,875 4,050 360 11,322 9,119 15,557 13,529: 1,475 3,503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 25.4 0.9 47.4 41.7 72.5 68.0: 27.5 32.0
Old : 100.0: 24.3 25.4 0.9 47.4 41.7 72.5 68.0: 27.5 32.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 33 30 10 28 21 66 56:
Old : 101: 33 30 10 28 21 66 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.2 34.5 34.4 45.9 19.1 33.2 34.2 44.5
Old : 19.2 34.5 34.4 45.9 19.1 33.2 34.2 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000 FACE VALUE) :
: : :
All : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Old : 36,616: 9,330 2,528 6 19,676 25,688 29,012 28,222: 7,604 8,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,964: 1,366 -954 -279 3,564 4,706 4,651 3,473: 1,313 2,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Old : 100.0: 25.5 6.9 0.0 53.7 70.2 79.2 77.1: 20.8 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 9 13 12 14:
Old : 20: 2 1 1 9 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
Old : 54.4 51.2 74.2 70.8 53.9 51.1 73.0 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000 FACE VALUE) :
: : :
All : 7,857,468: 859,436 790,429 960,281 5,179,455 4,678,397 6,999,172 6,429,107: 858,296 1,428,361
Old : 7,857,468: 859,436 790,429 960,281 5,179,455 4,678,397 6,999,172 6,429,107: 858,296 1,428,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 396,559: -6,081 77,646 105,528 243,680 137,005 343,127 320,179: 53,432 76,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 10.1 12.2 65.9 59.5 89.1 81.8: 10.9 18.2
Old : 100.0: 10.9 10.1 12.2 65.9 59.5 89.1 81.8: 10.9 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 44 66 90 115 144 211 256:
Old : 263: 44 66 90 115 144 211 256:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 14.7 50.8 23.2 32.5 10.6 43.3 17.0
Old : 33.3 14.7 50.8 23.2 32.5 10.6 43.3 17.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 635,113: 49,354 60,436 2,145 451,003 470,522 502,502 533,103: 132,611 102,010
Old : 635,113: 49,354 60,436 2,145 451,003 470,522 502,502 533,103: 132,611 102,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 3,497: 3,901 3,926 -572 -10,300 5,533 -6,971 8,887: 10,468 -5,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 9.5 0.3 71.0 74.1 79.1 83.9: 20.9 16.1
Old : 100.0: 7.8 9.5 0.3 71.0 74.1 79.1 83.9: 20.9 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 32 35 16 79 63 120 105:
Old : 184: 32 35 16 79 63 120 105:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.8 29.7 31.4 43.4 21.8 29.7 31.4 43.4
Old : 21.8 29.7 31.4 43.4 21.8 29.7 31.4 43.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 948,507: 180,570 236,800 10,447 492,962 599,141 683,979 846,388: 264,528 102,119
Old : 948,507: 180,570 236,800 10,447 492,962 599,141 683,979 846,388: 264,528 102,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 46,028: 27,619 -22,500 -12,089 44,795 48,691 60,325 14,102: -14,297 31,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 25.0 1.1 52.0 63.2 72.1 89.2: 27.9 10.8
Old : 100.0: 19.0 25.0 1.1 52.0 63.2 72.1 89.2: 27.9 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 36 57 13 60 51 106 111:
Old : 180: 36 57 13 60 51 106 111:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.5 29.4 32.9 44.8 20.4 27.4 30.9 39.9
Old : 20.5 29.4 32.9 44.8 20.4 27.4 30.9 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Old : 12,621: 1,786 427 0 6,992 11,469 8,778 11,896: 3,843 725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 120: 235 0 0 436 341 671 341: -551 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
Old : 100.0: 14.2 3.4 0.0 55.4 90.9 69.6 94.3: 30.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 1 0 20 16 24 17:
Old : 37: 4 1 0 20 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Old : 25.5 50.1 40.6 69.2 25.5 49.4 40.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Old : 30,029: 6,197 5,108 68 19,947 20,245 26,212 25,421: 3,817 4,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 2,974: 169 1,079 68 2,422 2,378 2,659 3,525: 315 -551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 15.3
Old : 100.0: 20.6 17.0 0.2 66.4 67.4 87.3 84.7: 12.7 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 7 1 18 18 22 26:
Old : 39: 4 7 1 18 18 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
Old : 55.3 43.1 72.4 57.9 52.1 41.4 68.9 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 56,422: 5,518 12,776 243 29,878 34,721 35,639 47,740: 20,783 8,682
Old : 56,422: 5,518 12,776 243 29,878 34,721 35,639 47,740: 20,783 8,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 4,694: -302 986 243 -736 1,822 -795 3,051: 5,489 1,643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 22.6 0.4 53.0 61.5 63.2 84.6: 36.8 15.4
Old : 100.0: 9.8 22.6 0.4 53.0 61.5 63.2 84.6: 36.8 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 10 19 1 31 23 42 42:
Old : 76: 10 19 1 31 23 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 28.2 34.6 45.0 24.6 24.5 32.8 40.4
Old : 25.9 28.2 34.6 45.0 24.6 24.5 32.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 265,593: 88,509 85,325 2,832 160,231 103,627 251,572 191,784: 14,021 73,809
Old : 265,593: 88,509 85,325 2,832 160,231 103,627 251,572 191,784: 14,021 73,809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 34,871: -12,081 13,409 321 47,777 -5,020 36,017 8,710: -1,146 26,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 32.1 1.1 60.3 39.0 94.7 72.2: 5.3 27.8
Old : 100.0: 33.3 32.1 1.1 60.3 39.0 94.7 72.2: 5.3 27.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 47 58 8 43 31 95 92:
Old : 168: 47 58 8 43 31 95 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 20.1 54.2 31.9 33.4 16.2 48.6 25.9
Old : 39.0 20.1 54.2 31.9 33.4 16.2 48.6 25.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100,000 AUSTRALIAN DOLLARS) :
: : :
All : 63,181: 23,527 582 0 16,703 54,112 40,230 54,694: 22,951 8,487
Old : 63,181: 23,527 582 0 16,703 54,112 40,230 54,694: 22,951 8,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -15,451: -12,674 582 0 343 -18,499 -12,331 -17,917: -3,120 2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 0.9 0.0 26.4 85.6 63.7 86.6: 36.3 13.4
Old : 100.0: 37.2 0.9 0.0 26.4 85.6 63.7 86.6: 36.3 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 16 1 0 9 14 25 15:
Old : 36: 16 1 0 9 14 25 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 51.6 50.0 77.7 41.2 51.5 49.5 76.5
Old : 41.2 51.6 50.0 77.7 41.2 51.5 49.5 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 31,597: 672 5,889 0 26,164 21,198 26,836 27,087: 4,761 4,510
Old : 31,597: 672 5,889 0 26,164 21,198 26,836 27,087: 4,761 4,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 421: -506 212 0 425 345 -81 557: 502 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.6 0.0 82.8 67.1 84.9 85.7: 15.1 14.3
Old : 100.0: 2.1 18.6 0.0 82.8 67.1 84.9 85.7: 15.1 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 14 0 30 28 31 42:
Old : 62: 1 14 0 30 28 31 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 30.6 63.3 46.1 54.1 28.7 63.3 44.2
Old : 54.1 30.6 63.3 46.1 54.1 28.7 63.3 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 220,599: 13,753 49,126 349 199,484 157,945 213,586 207,420: 7,013 13,179
Old : 220,599: 13,753 49,126 349 199,484 157,945 213,586 207,420: 7,013 13,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 7,038: -2,827 -1,287 141 10,159 6,125 7,473 4,979: -435 2,059
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 22.3 0.2 90.4 71.6 96.8 94.0: 3.2 6.0
Old : 100.0: 6.2 22.3 0.2 90.4 71.6 96.8 94.0: 3.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 19 37 2 34 48 54 86:
Old : 119: 19 37 2 34 48 54 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 40.6 74.1 56.2 58.7 39.4 67.9 50.5
Old : 60.9 40.6 74.1 56.2 58.7 39.4 67.9 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 52,548: 20,244 19,355 249 20,250 26,965 40,743 46,569: 11,805 5,979
Old : 52,548: 20,244 19,355 249 20,250 26,965 40,743 46,569: 11,805 5,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: 5,388: 1,488 742 142 2,196 2,816 3,826 3,700: 1,562 1,688
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 36.8 0.5 38.5 51.3 77.5 88.6: 22.5 11.4
Old : 100.0: 38.5 36.8 0.5 38.5 51.3 77.5 88.6: 22.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 31 19 2 21 18 52 39:
Old : 86: 31 19 2 21 18 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.7 46.0 38.2 57.2 21.4 46.0 35.8 57.2
Old : 22.7 46.0 38.2 57.2 21.4 46.0 35.8 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X 500 YEN) :
: : :
All : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Old : 33,706: 11,050 1,873 321 19,362 2,038 30,733 4,232: 2,973 29,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -583: -1,415 340 85 2,401 548 1,071 973: -1,654 -1,556
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
Old : 100.0: 32.8 5.6 1.0 57.4 6.0 91.2 12.6: 8.8 87.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 12 3 1 9 3 21 7:
Old : 26: 12 3 1 9 3 21 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
Old : 63.0 9.5 75.1 12.6 59.6 7.1 71.6 8.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, September 27, 2005
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF Y100,000,000 FACE VALUE) :
: : :
All : 38,119: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,730 4,711
Old : 38,119: 2,284 2,696 0 16,105 30,712 18,389 33,408: 19,730 4,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2005 :
: -1,276: -525 0 0 638 -381 113 -381: -1,389 -895
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
Old : 100.0: 6.0 7.1 0.0 42.2 80.6 48.2 87.6: 51.8 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 9 0 16 23 20 32:
Old : 41: 4 9 0 16 23 20 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.9
Old : 25.7 39.4 37.0 64.6 13.2 35.4 18.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2005